+19,988.0%
STRL vs AJG
+11,339.9%
+8,648.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.3% | +4.4% |
| 7D | +10.1% | -3.8% | +13.9% | +11.2% |
| 30D | -8.2% | +1.6% | -9.8% | -9.0% |
| 3M | -43.7% | +18.6% | -62.3% | -47.7% |
| 6M | +27.1% | +10.9% | +16.2% | +19.2% |
| YTD | +64.0% | -2.0% | +65.9% | +58.7% |
| 1Y | +75.2% | -14.9% | +90.1% | +76.7% |
| 3Y | +539.9% | +13.4% | +526.5% | +476.9% |
| 5Y | +2,133.0% | +83.2% | +2,049.8% | +1,603.6% |
| 10Y | +7,178.3% | +484.3% | +6,694.0% | +3,858.0% |
| All | +19,988.0% | +11,339.9% | +8,648.1% | +5,808.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling